[MINOR][DOCS] Minor doc fixes related with doc build and uses script dir in SQL doc gen script

## What changes were proposed in this pull request?

This PR proposes both:

- Add information about Javadoc, SQL docs and few more information in `docs/README.md` and a comment in `docs/_plugins/copy_api_dirs.rb` related with Javadoc.

- Adds some commands so that the script always runs the SQL docs build under `./sql` directory (for directly running `./sql/create-docs.sh` in the root directory).

## How was this patch tested?

Manual tests with `jekyll build` and `./sql/create-docs.sh` in the root directory.

Author: hyukjinkwon <gurwls223@gmail.com>

Closes #19019 from HyukjinKwon/minor-doc-build.